+303.4%
BNY vs COMP
-47.7%
+351.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.4% | +1.4% | +0.1% | +1.3% |
| 30D | +3.8% | -13.3% | +17.2% | +5.1% |
| 3M | +14.9% | +41.1% | -26.2% | +10.8% |
| 6M | +40.3% | +17.2% | +23.2% | +36.6% |
| YTD | +43.9% | +5.2% | +38.7% | +41.2% |
| 1Y | +59.0% | +18.9% | +40.1% | +53.7% |
| 3Y | +290.7% | +215.9% | +74.8% | +230.8% |
| 5Y | +250.4% | -31.2% | +281.6% | +208.6% |
| All | +303.4% | -47.7% | +351.0% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling